veinmesh market data
veinmesh is a market data service. One API key gives you book snapshots, server-side K-lines, bulk exports and live updates through HTTP, WebSocket, the Python SDK or an AI agent.
The markets served today are listed on Data coverage; the
authoritative list is always GET /v2/catalog/venues and
GET /v2/catalog/datasets.
New here? Start with the quickstart.
What you can get
| Data | Contents | Where to read how |
|---|---|---|
| Book snapshots | Last price, cumulative volume and turnover, open interest, and bid/ask levels with sizes | Market data |
| K-lines | Any interval from server-side snapshots, including tick, volume, range and Renko bars; continuous futures with diff or ratio adjustment | Market data |
| Live data | New rows and live bars over WebSocket, with history-to-live handoff | Live streaming |
| Catalog | Venues, markets, products, instruments, trading days and sessions, dataset coverage | Catalog and symbols |
| Bulk data | Parquet or CSV files for many instruments and trading days | Bulk exports |
Two kinds of documentation
- The user manual (this section) explains how to use the service: concepts, workflows and what to expect. It does not repeat the API parameters.
- The API reference is the OpenAPI document rendered at
/api, plus Limits, Errors and Administration. The OpenAPI document incontracts/openapi/v2.yamlis the single source of truth for routes, parameters, request bodies and response shapes.
Ways to use it
- HTTP: every feature is a REST endpoint. Start with Market data and the API reference.
- Python SDK: one call returns a table you can turn into pandas, polars or Arrow. See Python SDK.
- WebSocket: subscribe to rows or bars for the session. See Live streaming.
- AI agents: the same API is exposed as MCP tools at
/v2/mcp. See AI agents (MCP).
Find what you need
| I want to | Read |
|---|---|
| Get my first data | Quickstart |
| Know which markets and instruments are served | Data coverage |
| Understand trading days, sessions, symbols or decimals | Core concepts |
| Find a contract or its trading sessions | Catalog and symbols |
| Query snapshots or build K-lines | Market data |
| Download many instruments or days | Bulk exports |
| Receive data during the session | Live streaming |
| Handle errors and limits | Errors, Limits |
| Manage keys for colleagues | API keys, Administration |
| Use the API from an AI agent | AI agents (MCP) |
| See what changed | Changelog |
note
The previous v1 data APIs are retired. See v1 (retired) for what replaced them.